+162.6%
PM vs WING
+0.4%
+162.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | -2.5% | +3.1% | +0.6% |
| 30D | -3.2% | +29.5% | -32.7% | -3.9% |
| 3M | +6.2% | +40.2% | -33.9% | +5.2% |
| 6M | +7.7% | +32.7% | -25.0% | +6.7% |
| YTD | +27.3% | -32.8% | +60.1% | +27.7% |
| 1Y | +32.8% | -31.7% | +64.5% | +33.2% |
| 3Y | +150.0% | -24.7% | +174.7% | +144.3% |
| All | +162.6% | +0.4% | +162.2% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling